Errors, bugs, questions - page 691
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Why are you throwing around words? A low MO is not a pipsqueak, it's just an average trade outcome. For example, you have TP = 100, SL = 100 - obviously not pips? However, the MO may be close to zero. I will even say more, if you open and close positions randomly at all (which is also not exactly scalping), your MO will be equal to minus spread. At the same time, if you reverse all the trades of your strategy, MO will not change - again, it will remain equal to minus spread.
Ok, let's remove the piping. Although you won't convince me that by playing tick arbitrage you have targets of 100 pips. You have exactly the pips - mass of your comments fit only one way.
The mathematical expectation of $ 2 - is still self-deception at the level of error.
To catch (to trade in profit) the differences of ticks in real trading on retail-FOREX is quite a solvable task at the moment. Obviously, you are not aware of the achievements of aggregation that is already available to a common user. I'm not theorising with you, I'm speaking as a practitioner.
OK, let's remove the pips. Although you won't convince me that playing tick arbitrage has 100 pips targets.
Tick arbitrage does not involve small targets. You may have hundreds of points on each symbol in plus or minus. All that matters is that together they will give a profit (and it will be small).
Read the post:
HFT is about pinching off short-term market inefficiencies. When an inefficiency appears, you need to grab it with the market. The number of trades for HFT depends only on the number of inefficiencies used. There may be as many as 10 of them per day. But the HFT will not be thick-skinned because of this. The task is to catch it. This ineffectiveness can of course only be caught on ticks.
There are interesting ways to implement HFT - it's when the location of the future ineffectiveness is predicted. In this case it is possible to set a limiter to the corresponding price level (at least a second before). But it has its own nuances there, but the latency issues are not as acute as in the classical scheme.
That's why arbitrage is not pips.
You have exactly the pips - many of your comments are directed in the same direction.
What does this have to do with my trading? Criticality is not discussed for pips strategies, but for any strategy that just has a lot of trades.
Expectation of $2 is still a self-deception at the level of error.
Aggregation of prices and trying to play arbitrage between lagging prices of different brokers? Of course you can, but in theory, not practice.I seem to be the only one with this problem. I am attaching the log file and the empty EA with the spread received.
Tick arbitrage does not involve small targets. There can be hundreds of pips per symbol, plus or minus. All that matters is that together they will give a profit (and it will be a small one).
Read the post:
That's why arbitrage is not pips.
What does this have to do with my trading? The criticality is not discussed in relation to scalping strategies, but to any strategy that just has a lot of trades.
There is no cheating - using lags. Exactly working with the market according to the ECN/STP scheme. See the profile to understand what MO = $2 in tens of thousands of trades.Don't bullshit, multicurrency arbitrage also implies targets of hundreds of pips and tens of minutes of holding. 1-2 trades a day.
The working TF may be both M5 and M15.
But it is very difficult to create such a strategy because of MQ's unclear approach to multicurrency.
On the one hand, the calculations should be transferred to the indicators, but on the other hand, constructing a multicurrency indicator is very difficult, and there are a lot of bugs and complaints from the customers. It either displays incorrectly, or calculates incorrectly.
Tick arbitrage does not involve small targets. There can be hundreds of pips per symbol, plus or minus. All that matters is that together they will give a profit (and it will be a small one).
Read the post:
That's why arbitrage is not pips.
What does this have to do with my trading? Criticality is not discussed for pips strategies, but for any strategy that just has a lot of trades.
There is no cheating - the use of lags. Working specifically with the market using the ECN/STP scheme. See profile to see what MO = $2 with tens of thousands of trades.I don't think with 54,000 trades, an average daily profit of 0.3 pips and an average daily loss of -7.4 pips on the back of an obscure November 2011, this is a good example to prove it.
It's more of an anti-evidence.
Don't blather on, multi-currency arbitrage also involves targets of hundreds of pips and tens of minutes of holding.
Is it for me?
Rather, it is the anti-proofing.
Well you are trying to show that multicurrency arbitrage involves hundreds of trades a day, I see from here that 1-2 trades a day (with targets of hundreds of pips and hours of holding) is enough, and to call it pipsing is difficult.
Tick arbitrage does not involve small targets. There can be hundreds of pips per symbol, plus or minus. All that matters is that together they will give a profit (and it will be small).
Tick arbitrage does not involve small targets. There can be hundreds of pips per symbol, plus or minus. All that matters is that together they will give a profit (and it will be a small one).
Read the post:
That's why arbitrage is not pips.
What does this have to do with my trading? Criticality is not discussed for pips strategies, but for any strategy that just has a lot of trades.
There is no cheating - the use of lags. Working specifically with the market on the ECN/STP scheme. See profile to see what MO = $2 with tens of thousands of trades.